+202.8%
CB vs CLBK
+62.9%
+140.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | -1.5% | +1.8% | -3.3% | -2.1% |
| 30D | +6.5% | +5.1% | +1.4% | +4.8% |
| 3M | +4.1% | +5.2% | -1.1% | +2.2% |
| 6M | +14.4% | +28.6% | -14.2% | +5.1% |
| YTD | +17.5% | +61.4% | -43.9% | -0.1% |
| 1Y | +27.5% | +64.7% | -37.1% | +7.5% |
| 3Y | +71.6% | +55.1% | +16.5% | +40.8% |
| 5Y | +100.6% | +28.4% | +72.3% | +66.9% |
| All | +202.8% | +62.9% | +140.0% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling